Sudden changes in variance and time varying hedge ratios. - Vicent Aragó; Enrique Salvador (Eur. J. Oper. Res., 2011)

Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework. - Vicent Aragó; Enrique Salvador (MS, 2013)

Asset allocation with correlation: A composite trade-off. - Rachael Carroll; Thomas Conlon; John Cotter; Enrique Salvador (Eur. J. Oper. Res., 2017)

On the stationarity of futures hedge ratios. - Stavros Degiannakis; Christos Floros; Enrique Salvador; Dimitrios Vougas (Oper. Res., 2022)